Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193238.7756 | 236488.2819 | -43249.5062 | -86988.6733 | 434866.8854 | -521855.5587 |
Total P&L (%) | 193.2388 | 236.4883 | -43.2495 | -86.9887 | 434.8669 | -521.8556 |
Avg Daily Profit (%) | 0.1369 | 0.1675 | -0.0306 | -0.1443 | 0.1188 | 0 |
Buy And Hold Return (%) | 18.8471 | 18.8471 | 18.8471 | 18.8471 | 18.8471 | 18.8471 |
Max Trade Drawdown | -232698 | -122489 | -213149 | -750232 | -60785 | -811876 |
Profit Factor | 1.1838 | 1.487 | 0.9236 | 0.922 | 3.0246 | 0.4201 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 62.1622 | 57.6087 | 66.6667 | 62.1622 | 57.6087 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7206 | 1.0942 | 0.4618 | 0.5612 | 2.2257 | 0.21 |
Largest Winning Trade | 59794 | 59794 | 33529 | 217121 | 217121 | 133670 |
Largest Losing Trade | -86575 | -51202 | -86575 | -654660 | -53200 | -654660 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 4209 | 2017 | 2192 | 4209 | 2017 | 2192 |
Profit Streak | 463.5667 | 0 | 541.2334 | 463.5667 | 0 | 541.2334 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26934 | 342918 | -576998 | -577370 | -27637 | -576998 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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